Q) In the beginning, should we concentrate more on our purification, or should we concentrate more on Krishna's pleasure?
A) Why not put both of them together - i.e. concentrate on purification for Krishna's pleasure? Purification represents goodness and Krishna's pleasure represents transcendence. So, when we begin any undertaking, begin with the end in mind. Srila Prabhupada explains that when we define a goal, and when we have clear sense of the goal, it becomes very easy to take steps to traverse to get to that goal. Conversely, if we do not have clear understanding and clear conception of the goal, it is pretty hard to have the motivation to get to the goal. So, having a clear sense of the goal is very important - and that goal is that 'Krishna should be pleased'.
But, there is something that gets in the way, and that is our impurities and attachment to impure things. We want to come before Krishna and offer our services to Krishna in such a way that He will be pleased. But, to do that we can't come unclean or impure. We have to become clean and pure. So, let us become pure, which is goodness, for the pleasure of Krishna. Another way of answering your question is that if your binary processor called the mind sees only one of these two things, then just focus on pleasing Krishna. Just like, in Krishna consciousness we have the four regulative principles and the chanting of the holy name. Chant the holy name and the desire to become pure by following the regulative principles will follow. We can't think that we can do just one or the other. Our following of regulative principles may be tested somewhere down the line by circumstances. How we are going to stay on the regulative principle platform is by our desire to please Krishna. The mode of goodness is supported and sustained by transcendence. But the mode of goodness also helps one enter into transcendence. So they are good companions.
From a lecture by HH Romapada Swami on 'Srimad Bhagavatam 1.9.1-12' titled 'Teachings of Bhismadeva Part 1' delivered in Hyderabad, India on March, 2005